+624.3%
FCX vs HWM
+1,494.1%
-869.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | -4.9% | -2.1% | -2.8% | -4.2% |
| 30D | +4.8% | -11.0% | +15.8% | +11.0% |
| 3M | +4.6% | +4.0% | +0.6% | +1.3% |
| 6M | +10.8% | -0.2% | +11.0% | +9.7% |
| YTD | +44.2% | +26.7% | +17.6% | +24.2% |
| 1Y | +59.6% | +44.7% | +14.8% | +27.3% |
| 3Y | +82.2% | +426.1% | -343.8% | -35.2% |
| 5Y | +115.6% | +738.5% | -622.9% | -41.8% |
| All | +624.3% | +1,494.1% | -869.8% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HWM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling